I found the problem with saving on Lion !!!
In the System Preferences > Keyboard Shortcuts > Services when I have the "Open File in Skim" box checked and a keyboard shortcut set, then it creates the problem as I described previously.
This is really weird, but I'm happy that I know where it came from!
I had recreated my user profile and everything was fine until I turned that Service back on it screwed the save file mechanism — no idea why. Can you see if you can recreate it on your machine? When I turn it back off then there's no problem.